I sometimes ask this question myself, too. I think it's a valid and common question for those who have been where we have.
I've sometimes used the Heaven's Gate cult mass suicide to reason this one out to myself.
The Hale Bopp comet didn't hit earth when they were expecting it, they "hurried" their next life by committing suicide. But there was one fellow who didn't think it was his time to go, didn't die with the others, and became the spokesperson for those who had died. To this date (as far as I know) he still holds the beliefs of Heavens Gate as true, and still thinks his leader (that old bald guy) is a chosen one. Please feel free to correct me if I'm wrong on this.
But, I figure if this guy could be so brainwashed into still believing after most of his group has died by suicide, maybe we're just that brainwashed, too?
Rose